SSI Investment Management
Latest statistics and disclosures from SSI Investment Management's latest quarterly 13F-HR filing:
- Top 5 stock holdings are SPY, Microchip Technology Inc sdcv 2.125%12/1, Priceline.com debt 1.000% 3/1, Novellus Systems, Inc. note 2.625% 5/1, Intel Corp. Jr. Sub. Cv. Deb. conv. These five stock positions account for 11.21% of SSI Investment Management's total stock portfolio.
- Added to shares of Priceline.com debt 1.000% 3/1 (+$17.44M), AMTRUST FINANCIAL CONVERTIBLE Services Inc security (+$13.49M), Wells Fargo & Company mtnf 0.125% 3/0 (+$10.98M), Radian Group Inc note (+$7.96M), Equinix Inc note 3.000%10/1 (+$7.63M), Cemex Sab De Cv conv bnd (+$6.75M), Forestar Group Inc note (+$5.85M), TAKE-TWO INTER CONVERTIBLE security (+$5.42M), Kb Home note (+$5.34M), Thrx 2 1/8 01/15/23.
- Started new stock positions in Kb Home note, DF, JBL, XOMA CORP Common equity shares, RYL, HOLX, Old Republic Intl Corp note, Thrx 2 1/8 01/15/23, Sunpower, GDP, VNDA, AHT, ANR, OSTK, CBL, KBH, BMY, ELY, CKEC, POL, IVR, KSWS, MDT, FORM, BKS, DFS, BAX, TER, MXIM, DVN, FTNT, RDS.A, NOV, VLO, AOI, ROST, BAS, GY, TSRX, RAIL, MHO, QCOR, DCTH, MBI, AEP.
- Reduced shares in these stocks: Liberty Media Corp bond (-$12.29M), SPY (-$10.00M), Phh Corp note 4.000% 9/0 (-$7.44M), Cemex Sab conv (-$7.36M), Micron Technology Inc. conv (-$6.81M), Amgen Inc note 0.375% 2/0 (-$6.47M), Chart Industries 2% conv (-$6.31M), Lifepoint Hospitals Inc note 3.500% 5/1 (-$6.29M), Take-two Interactive Sof note (-$5.70M), Virgin Media Inc note 6.500%11/1 (-$5.52M).
- Sold out of its positions in AMD, AET, Amgen Inc note 0.375% 2/0, Anglogold Ashanti Holdings Fin pfd cv, Anixter Intl Inc note 1.000% 2/1, Annaly Cap Mgmt Inc note 4.000% 2/1, WTR, Arcelormittal Sa Luxembourg note 5.000% 5/1, ASH,
- As of March 31, 2013, SSI Investment Management has $1.16B in assets under management (AUM). Assets under management grew from a total value of $1.05B to $1.16B.
- Independent of market fluctuations, SSI Investment Management was a net buyer by $30.60M worth of stocks in the most recent quarter.
SSI Investment Management portfolio companies for quarter ending March 2013
| Ticker | Name | Portfolio Weight | Change | Share Count | Price | Last Trade |
|---|---|---|---|---|---|---|
| SPY | SPDR S&P; 500 ETF | 5.31 | -14.00% | 392082 | 156.67 | 164.51 |
| Microchip Technology Inc sdcv 2.125%12/1 | 1.54 | -4.00% | 12552000 | 1.42 | 0.00 | |
| Priceline.com debt 1.000% 3/1 | 1.51 | NEW | 15851000 | 1.10 | 0.00 | |
| Novellus Systems, Inc. note 2.625% 5/1 | 1.49 | +23.00% | 12650000 | 1.36 | 0.00 | |
| Intel Corp. Jr. Sub. Cv. Deb. conv | 1.36 | 13117000 | 1.20 | 0.00 | ||
| Verisign Inc sdcv 3.250% 8/1 | 1.29 | -15.00% | 10105000 | 1.48 | 0.00 | |
| General Cable Corp Del New frnt 4.500% 11/1 | 1.29 | +6.00% | 11899000 | 1.25 | 0.00 | |
| Gilead Sciences conv | 1.27 | -9.00% | 6756000 | 2.17 | 0.00 | |
| Bank Of America Corporation preferred | 1.24 | +11.00% | 11805 | 1215.93 | 0.00 | |
| Omnicare Cap Tr Ii pfd b tr 4.00% | 1.23 | 276855 | 51.30 | 0.00 | ||
| Wesco Intl Inc dbcv 6.000% 9/1 | 1.21 | -11.00% | 5333000 | 2.63 | 0.00 | |
| Gilead Sciences conv | 1.20 | 6375000 | 2.17 | 0.00 | ||
| AMTRUST FINANCIAL CONVERTIBLE Services Inc security | 1.17 | NEW | 9500000 | 1.42 | 0.00 | |
| Keycorp New pfd 7.75% sr a | 1.09 | +2.00% | 97200 | 129.60 | 0.00 | |
| Metlife Inc 5% 10/0/14 Conv Pr cv prf | 1.08 | 253855 | 49.39 | 0.00 | ||
| Sba Communications Corp note 4.000%10/0 | 1.06 | +2.00% | 5125000 | 2.40 | 0.00 | |
| D R Horton Inc note 2.000% 5/1 | 1.02 | +2.00% | 6243000 | 1.89 | 0.00 | |
| Virgin Media Inc note 6.500%11/1 | 1.02 | -31.00% | 4500000 | 2.63 | 0.00 | |
| Western Refng Inc note 5.750% 6/1 | 1.02 | -19.00% | 3250000 | 3.64 | 0.00 | |
| Cobalt Intl Energy Inc note | 1.01 | +42.00% | 10417000 | 1.12 | 0.00 | |
| Covanta Holding Conv conv bnd | 0.99 | +4.00% | 8867000 | 1.29 | 0.00 | |
| Wells Fargo & Company mtnf 0.125% 3/0 | 0.95 | NEW | 9715000 | 1.13 | 0.00 | |
| Aspen Insurance Holdings Ltd pfd prp inc eq | 0.89 | 155000 | 66.12 | 0.00 | ||
| Wells Fargo & Company Non-cum Perpet cnv | 0.87 | +37.00% | 7819 | 1289.04 | 0.00 | |
| Xilinx Inc Cvt 2.625 6-15-17 convert | 0.87 | 7090000 | 1.42 | 0.00 | ||
| Micron Technology Inc. conv | 0.86 | -40.00% | 8613000 | 1.16 | 0.00 | |
| Synovus Finl Corp unit 99/99/9999 | 0.85 | +4.00% | 403200 | 24.35 | 0.00 | |
| Mgm Mirage conv | 0.85 | +20.00% | 8995000 | 1.09 | 0.00 | |
| Cemex Sab De Cv conv bnd | 0.82 | +250.00% | 7000000 | 1.35 | 0.00 | |
| Equinix Inc note 3.000%10/1 | 0.81 | +444.00% | 4652000 | 2.01 | 0.00 | |
| Endo Pharmaceuticals Hldgs I note 1.750% 4/1 | 0.76 | +6.00% | 7367000 | 1.19 | 0.00 | |
| Sterlite Inds India Ltd note 4.000%10/3 | 0.73 | +6.00% | 8670000 | 0.98 | 0.00 | |
| Peabody Energy Corp sdcv 4.750%12/1 | 0.72 | +114.00% | 10201000 | 0.82 | 0.00 | |
| Ford Mtr Co Del note 4.250%11/1 | 0.71 | 5120000 | 1.60 | 0.00 | ||
| Affiliated Managers Group note 3.950% 8/1 | 0.70 | 6485000 | 1.24 | 0.00 | ||
| Radian Group Inc note | 0.69 | NEW | 6576000 | 1.21 | 0.00 | |
| General Mtrs Co jr pfd cnv srb | 0.68 | 183690 | 42.94 | 0.00 | ||
| Stillwater Mng Co note 1.750%10/1 | 0.68 | +10.00% | 6566000 | 1.19 | 0.00 | |
| E M C Corp Mass note 1.750%12/0 | 0.67 | +2.00% | 5198000 | 1.49 | 0.00 | |
| Walter Invt Mgmt Corp note | 0.67 | +20.00% | 7250000 | 1.07 | 0.00 | |
| Regis Corp Minn note 5.000% 7/1 | 0.66 | 6000000 | 1.28 | 0.00 | ||
| AAPL | Apple | 0.60 | +3.00% | 15565 | 442.79 | 445.15 |
| Sandisk Corp note 1.500% 8/1 | 0.60 | -7.00% | 5403000 | 1.29 | 0.00 | |
| Webmd Health Conv Sr Notes conv | 0.60 | +7.00% | 7500000 | 0.92 | 0.00 | |
| Health Care Reit Inc note 3.000%12/0 | 0.59 | 5158000 | 1.32 | 0.00 | ||
| Boston Pptys Ltd Partnership note 3.750% 5/1 | 0.58 | 6474000 | 1.03 | 0.00 | ||
| Cadence Design Sys Cvt 2.625 6 convert | 0.57 | +74.00% | 3490000 | 1.88 | 0.00 | |
| Ryland Group note | 0.57 | -7.00% | 4445000 | 1.48 | 0.00 | |
| Volcano Corporation note 1.750%12/0 | 0.55 | +71.00% | 6369000 | 0.99 | 0.00 | |
| GE | General Electric Company | 0.53 | +17.00% | 264898 | 23.12 | 23.53 |
| GAME Technolog debt | 0.52 | 5538000 | 1.08 | 0.00 | ||
| ALR-B | Alere | 0.52 | -43.00% | 25000 | 239.00 | 0.00 |
| National Finl Partners Corp note 4.000% 6/1 | 0.52 | +18.00% | 3250000 | 1.85 | 0.00 | |
| Continental Airls Inc note 4.500% 1/1 | 0.51 | 3291000 | 1.79 | 0.00 | ||
| XOM | Exxon Mobil Corporation | 0.51 | +13.00% | 65103 | 90.13 | 91.44 |
| Newmont Mining Corp Cvt cv bnd | 0.51 | +3.00% | 4809000 | 1.23 | 0.00 | |
| Forestar Group Inc note | 0.51 | NEW | 5040000 | 1.16 | 0.00 | |
| Phh Corp cnv | 0.50 | +46.00% | 3025000 | 1.93 | 0.00 | |
| Electronic Arts Inc conv | 0.50 | -7.00% | 6000000 | 0.97 | 0.00 | |
| CUBIST PHARM CONVERTIBLE security | 0.49 | -13.00% | 3294000 | 1.71 | 0.00 | |
| Knight Capital Group Inc. 3.50% dbcv | 0.49 | 5750000 | 0.99 | 0.00 | ||
| Omnicom Group Inc note 7/0 | 0.48 | 4676000 | 1.18 | 0.00 | ||
| TAKE-TWO INTER CONVERTIBLE security | 0.47 | NEW | 3500000 | 1.55 | 0.00 | |
| Standard Pacific Corp cnv | 0.47 | -5.00% | 4250000 | 1.28 | 0.00 | |
| Symantec Corp note 1.000% 6/1 | 0.46 | 4111000 | 1.29 | 0.00 | ||
| Kb Home note | 0.46 | NEW | 4854000 | 1.10 | 0.00 | |
| Netapp Inc note 1.750% 6/0 | 0.45 | 4775000 | 1.09 | 0.00 | ||
| Prologis Inc note 3.250% 3/1 | 0.45 | +35.00% | 4562000 | 1.15 | 0.00 | |
| Hologic Inc frnt 2.000%12/1 | 0.43 | 4063000 | 1.21 | 0.00 | ||
| Thrx 2 1/8 01/15/23 | 0.43 | NEW | 4500000 | 1.10 | 0.00 | |
| Cien 4 12/15/20 | 0.41 | NEW | 4000000 | 1.19 | 0.00 | |
| JPM | JPMorgan Chase & Co. | 0.40 | +19.00% | 97627 | 47.46 | 53.66 |
| Nuvasive Inc. conv | 0.40 | +18.00% | 4750000 | 0.97 | 0.00 | |
| Encore Capital Group note 3.000%11/2 | 0.39 | 4000000 | 1.14 | 0.00 | ||
| Linear Technology Corp note 3.000% 5/0 | 0.38 | -3.00% | 4071000 | 1.07 | 0.00 | |
| Ares Capital Corp 5.125 2016 conv | 0.38 | +9.00% | 4149000 | 1.07 | 0.00 | |
| Goodyear Tire Rubr Pfd 5.875% pfd | 0.37 | -2.00% | 99250 | 43.53 | 0.00 | |
| Unisys Corp 6.25% Cv Pfd A cvp | 0.37 | -7.00% | 65000 | 65.20 | 0.00 | |
| Ares Capital Corp 5.75 16 convert | 0.37 | 3921000 | 1.08 | 0.00 | ||
| United Technol conv prf | 0.36 | -52.00% | 68870 | 59.90 | 0.00 | |
| ISTAR FINL INC NOTE 3.000%11/1 ADDED CONV 11/15/2016 | 0.36 | +600.00% | 3500000 | 1.18 | 0.00 | |
| Arcelormittal Sa Luxembourg mand cv nt 16 | 0.36 | NEW | 197929 | 21.01 | 0.00 | |
| Alpha Natural Resources Inc note 2.375% 4/1 | 0.35 | +112.00% | 4250000 | 0.95 | 0.00 | |
| Liberty Media Corp New deb 3.125% 3/3 | 0.35 | -4.00% | 2511000 | 1.62 | 0.00 | |
| Lifepoint Hospitals Inc note 3.500% 5/1 | 0.35 | -60.00% | 3751000 | 1.09 | 0.00 | |
| Archer Daniels Midland Co note 0.875% 2/1 | 0.35 | 3980000 | 1.01 | 0.00 | ||
| PFE | Pfizer | 0.35 | +8.00% | 141530 | 28.86 | 28.98 |
| United States Stl Corp New note 4.000% 5/1 | 0.35 | +13.00% | 3841000 | 1.04 | 0.00 | |
| Chiquita Brands Intl Inc note 4.250% 8/1 | 0.35 | +80.00% | 4500000 | 0.91 | 0.00 | |
| Hawaiian Holdings Inc conv | 0.35 | -6.00% | 3750000 | 1.07 | 0.00 | |
| Bottomline Tech Del Inc note 1.500%12/0 | 0.35 | 3500000 | 1.17 | 0.00 | ||
| Goodrich Pete Corp note 5.000%10/0 | 0.34 | NEW | 4000000 | 0.99 | 0.00 | |
| Jefferies Group Inc New dbcv 3.875%11/0 | 0.34 | +24.00% | 3794000 | 1.03 | 0.00 | |
| Dendreon Corp note | 0.34 | NEW | 5000000 | 0.78 | 0.00 | |
| Forest City Enterprises conv | 0.34 | +55.00% | 3500000 | 1.11 | 0.00 | |
| Dryships Inc. note 5.000%12/0 | 0.33 | NEW | 4500000 | 0.86 | 0.00 | |
| PG | Procter & Gamble Company | 0.33 | +24.00% | 48801 | 77.01 | 81.75 |
| Huntington Bancshares Inc pfd conv ser a | 0.33 | NEW | 3000 | 1274.67 | 0.00 | |
| Citi | 0.33 | 86196 | 44.24 | 0.00 | ||
| Stanley Black & Decker Inc unit 99/99/9999 | 0.32 | 28900 | 126.61 | 0.00 | ||
| Horsehead Hldg Corp note 3.800% 7/0 | 0.32 | +7.00% | 3750000 | 1.00 | 0.00 | |
| Fifth Third Bancorp cnv pfd dep1/250 | 0.31 | -15.00% | 25295 | 142.68 | 0.00 | |
| Hornbeck Offshore Svcs Inc N frnt 1.625%11/1 | 0.31 | 3266000 | 1.08 | 0.00 | ||
| Ppl Corp unit 99/99/9999 | 0.31 | 64805 | 54.89 | 0.00 | ||
| Mentor Graphics 4% 2031 conv | 0.31 | 3062000 | 1.17 | 0.00 | ||
| L-3 Communications Corp debt 3.000% 8/0 | 0.30 | 3426000 | 1.01 | 0.00 | ||
| GOOG | 0.30 | -8.00% | 4418 | 794.48 | 873.32 | |
| Newpark Res Inc note 4.000%10/0 | 0.30 | +33.00% | 3000000 | 1.17 | 0.00 | |
| JNJ | Johnson & Johnson | 0.28 | +19.00% | 40309 | 81.50 | 86.82 |
| CVX | Chevron Corporation | 0.27 | 26146 | 118.83 | 125.45 | |
| Live Nation Entertainment In note 2.875% 7/1 | 0.26 | 3000000 | 1.00 | 0.00 | ||
| T | AT&T; | 0.26 | 82857 | 36.70 | 36.62 | |
| Sba Communications Corp note 1.875% 5/0 | 0.25 | -17.00% | 1682000 | 1.72 | 0.00 | |
| SLB | Schlumberger | 0.25 | 38507 | 74.84 | 73.80 | |
| EMC | EMC Corporation | 0.25 | +5.00% | 119986 | 23.90 | 23.65 |
| Exelixis Inc cnv | 0.25 | -3.00% | 2900000 | 0.99 | 0.00 | |
| Gt Advanced Technologies Inc conv | 0.25 | -6.00% | 3750000 | 0.76 | 0.00 | |
| CMCSA | Comcast Corporation | 0.24 | +14.00% | 65190 | 41.97 | 41.95 |
| MSFT | Microsoft Corporation | 0.24 | 98605 | 28.61 | 34.16 | |
| Salix Pharmaceuticals Inc note 2.750% 5/1 | 0.24 | 2162000 | 1.29 | 0.00 | ||
| Greenbrier Co Inc conv bnd | 0.24 | +28.00% | 2750000 | 1.00 | 0.00 | |
| CSCO | Cisco Systems | 0.23 | -17.00% | 129012 | 20.89 | 23.53 |
| QCOM | QUALCOMM | 0.23 | -21.00% | 39411 | 66.94 | 63.79 |
| Akorn Inc note 3.500% 6/0 | 0.23 | NEW | 1531000 | 1.73 | 0.00 | |
| Fidelity National Finance conv | 0.23 | 1969000 | 1.35 | 0.00 | ||
| Tyson Foods Inc note 3.250%10/1 | 0.22 | -13.00% | 1716000 | 1.48 | 0.00 | |
| Intel Corp sdcv | 0.22 | 2361000 | 1.06 | 0.00 | ||
| Agco Corp note 1.250%12/1 | 0.22 | -32.00% | 1974000 | 1.30 | 0.00 | |
| Pioneer Nat Res Co note 2.875% 1/1 | 0.21 | +2.00% | 1120000 | 2.16 | 0.00 | |
| BRK.B | Berkshire Hathaway | 0.21 | 23269 | 104.22 | 0.00 | |
| INTC | Intel Corporation | 0.21 | 110167 | 21.84 | 23.92 | |
| AGNC | American Capital Agency | 0.21 | +11.00% | 73528 | 32.76 | 27.72 |
| Note 3.50 | 0.21 | 1346000 | 1.79 | 0.00 | ||
| Apache Corp. 6% Mandatory Conv pfd cv | 0.21 | -30.00% | 54448 | 44.59 | 0.00 | |
| Jetblue Airways Corp dbcv 6.750%10/1 | 0.20 | -33.00% | 1500000 | 1.53 | 0.00 | |
| WFC | Wells Fargo & Company | 0.20 | +8.00% | 63811 | 36.98 | 39.99 |
| Developers Diversified Rlty note 1.750%11/1 | 0.20 | -36.00% | 1961000 | 1.19 | 0.00 | |
| Nuance Communications Inc dbcv 2.750% 8/1 | 0.19 | +162.00% | 1771000 | 1.22 | 0.00 | |
| KO | Coca-Cola Company | 0.19 | 54790 | 40.41 | 42.24 | |
| AMGN | Amgen | 0.19 | +142.00% | 21064 | 102.40 | 105.91 |
| IBM | International Business Machines | 0.19 | -30.00% | 10145 | 213.31 | 205.72 |
| UNH | UnitedHealth | 0.19 | -10.00% | 38317 | 57.21 | 62.18 |
| Phh Corp note 4.000% 9/0 | 0.19 | -76.00% | 2040000 | 1.10 | 0.00 | |
| Old Republic Intl Corp note | 0.19 | NEW | 1965000 | 1.12 | 0.00 | |
| Beazer Homes Pfd 7.5% 2015 pfd cv | 0.19 | 80000 | 27.04 | 0.00 | ||
| Allegheny Technologies Inc note 4.250% 6/0 | 0.18 | -15.00% | 1983000 | 1.07 | 0.00 | |
| CVS | CVS Caremark Corporation | 0.18 | +45.00% | 38054 | 55.00 | 59.20 |
| OXY | Occidental Petroleum Corporation | 0.18 | +2.00% | 27207 | 78.33 | 90.43 |
| PM | Philip Morris International | 0.18 | 21935 | 92.82 | 93.87 | |
| Lam Research Corp conv | 0.18 | +15.00% | 1987000 | 1.07 | 0.00 | |
| Mgic Investment Corp note | 0.18 | NEW | 2061000 | 1.02 | 0.00 | |
| Trinity Inds Inc note 3.875% 6/0 | 0.17 | NEW | 1596000 | 1.21 | 0.00 | |
| FDX | FedEx Corporation | 0.17 | +61.00% | 20119 | 98.07 | 97.82 |
| WMT | Wal-Mart Stores | 0.17 | +48.00% | 26148 | 74.80 | 77.09 |
| HD | Home Depot | 0.17 | +22.00% | 28419 | 69.78 | 78.99 |
| MRK | Merck & Co | 0.17 | 44408 | 44.16 | 46.70 | |
| UTX | United Technologies Corporation | 0.17 | +13.00% | 20446 | 93.37 | 94.64 |
| Alcoa Inc debt | 0.17 | -42.00% | 1466000 | 1.38 | 0.00 | |
| Alere Inc note 3.000% 5/1 | 0.17 | 2000000 | 0.98 | 0.00 | ||
| Chart Industries 2% conv | 0.17 | -76.00% | 1461000 | 1.35 | 0.00 | |
| Navistar Intl Corp New note 3.000%10/1 | 0.16 | NEW | 1775000 | 1.02 | 0.00 | |
| Exterran Hldgs Inc note 4.250% 6/1 | 0.16 | -50.00% | 1485000 | 1.27 | 0.00 | |
| BRCM | Broadcom Corporation | 0.16 | -19.00% | 51885 | 34.65 | 36.59 |
| CELG | Celgene Corporation | 0.16 | -45.00% | 15922 | 115.75 | 122.58 |
| Thompson Creek Metal unit 99/99/9999 | 0.16 | 109400 | 16.47 | 0.00 | ||
| Starwood Property Trust note | 0.16 | NEW | 1648000 | 1.10 | 0.00 | |
| BAC | Bank of America Corporation | 0.15 | 143570 | 12.17 | 13.24 | |
| MCD | McDonald's Corporation | 0.15 | 17080 | 99.59 | 100.14 | |
| MO | Altria | 0.15 | +51.00% | 50365 | 34.39 | 36.75 |
| TGT | Target Corporation | 0.15 | 24792 | 68.49 | 69.14 | |
| ORCL | Oracle Corporation | 0.15 | 53508 | 32.33 | 33.70 | |
| AIG | American International | 0.15 | +12.00% | 44592 | 38.80 | 44.69 |
| Danaher Corp Del debt | 0.15 | 931000 | 1.81 | 0.00 | ||
| Radian Group Inc note 3.000%11/1 | 0.15 | NEW | 1427000 | 1.21 | 0.00 | |
| Rayonier Inc conv | 0.15 | 960000 | 1.80 | 0.00 | ||
| Mondelez Int | 0.15 | 55720 | 30.64 | 0.00 | ||
| National Retail Properties I note 5.125% 6/1 | 0.14 | 1152000 | 1.40 | 0.00 | ||
| Chesapeake Energy Corp note 2.500% 5/1 | 0.14 | -41.00% | 1727000 | 0.96 | 0.00 | |
| RRC | Range Resources | 0.14 | -11.00% | 20354 | 81.07 | 77.11 |
| MMM | 3M Company | 0.14 | +15.00% | 15594 | 106.19 | 109.88 |
| VZ | Verizon Communications | 0.14 | 32586 | 49.10 | 51.38 | |
| APC | Anadarko Petroleum Corporation | 0.14 | -6.00% | 19156 | 87.49 | 89.34 |
| PEP | Pepsi | 0.14 | 20983 | 79.21 | 82.54 | |
| TJX | TJX Companies | 0.14 | +24.00% | 34370 | 46.73 | 50.47 |
| SPG | Simon Property | 0.14 | 10520 | 158.65 | 173.45 | |
| Level 3 Communications Inc note 6.500%10/0 | 0.14 | 1233000 | 1.33 | 0.00 | ||
| DIS | Walt Disney Company | 0.13 | +7.00% | 26174 | 56.74 | 65.49 |
| NWSA | News Corporation | 0.13 | +78.00% | 50525 | 30.50 | 33.05 |
| SBUX | Starbucks Corporation | 0.13 | +85.00% | 26969 | 57.07 | 63.00 |
| PNW | Pinnacle West Capital Corporation | 0.13 | 25197 | 57.98 | 57.99 | |
| Airtran Hldgs Inc note 5.250%11/0 | 0.13 | 1015000 | 1.45 | 0.00 | ||
| Express Scripts Holding | 0.13 | -8.00% | 25794 | 57.53 | 0.00 | |
| PNC | PNC Financial Services | 0.12 | +82.00% | 20915 | 66.70 | 70.36 |
| FL | Foot Locker | 0.12 | +117.00% | 40305 | 34.21 | 33.90 |
| NOV | National-Oilwell Var | 0.12 | NEW | 19245 | 70.62 | 69.26 |
| FCX | Freeport-McMoRan Copper & Gold | 0.12 | +93.00% | 43019 | 33.15 | 30.40 |
| FITB | Fifth Third Ban | 0.12 | -3.00% | 84672 | 16.32 | 18.25 |
| DHI | D.R. Horton | 0.12 | +56.00% | 56036 | 24.27 | 25.75 |
| CAG | ConAgra Foods | 0.12 | +113.00% | 38172 | 35.81 | 34.77 |
| Kinder Morgan | 0.12 | -20.00% | 35941 | 38.70 | 0.00 | |
| Directv | 0.12 | -28.00% | 24424 | 56.67 | 0.00 | |
| BA | Boeing Company | 0.11 | -44.00% | 15344 | 85.96 | 100.00 |
| IP | International Paper Company | 0.11 | +138.00% | 28105 | 46.61 | 47.05 |
| MCK | McKesson Corporation | 0.11 | -51.00% | 11843 | 108.00 | 116.69 |
| COF | Capital One Financial | 0.11 | +16.00% | 23988 | 55.03 | 61.13 |
| HON | Honeywell International | 0.11 | +27.00% | 16226 | 75.31 | 79.29 |
| V | Visa | 0.11 | 7354 | 169.57 | 180.25 | |
| DF | Dean Foods Company | 0.11 | NEW | 69870 | 18.15 | 10.10 |
| CF | CF Industries Holdings | 0.11 | +21.00% | 6830 | 190.48 | 186.73 |
| HME | Home Properties | 0.11 | -27.00% | 20933 | 63.44 | 63.64 |
| FTNT | Fortinet | 0.11 | NEW | 56055 | 23.71 | 18.31 |
| Industries N shs - a - | 0.11 | +245.00% | 20736 | 63.32 | 0.00 | |
| Helix Energy Solutions note | 0.11 | 1048000 | 1.23 | 0.00 | ||
| Actavis | 0.11 | NEW | 14403 | 92.20 | 0.00 | |
| Alliance Data Systems Corp note 1.750% 8/0 | 0.10 | NEW | 573000 | 2.05 | 0.00 | |
| Dst Sys Inc Del dbcv 4.125% 8/1 | 0.10 | -5.00% | 792000 | 1.51 | 0.00 | |
| CSX | CSX Corporation | 0.10 | +31.00% | 44945 | 24.65 | 25.50 |
| UPS | United Parcel Service | 0.10 | 13505 | 85.89 | 86.77 | |
| VLO | Valero Energy Corporation | 0.10 | NEW | 24345 | 45.51 | 39.72 |
| TMO | Thermo Fisher Scientific | 0.10 | +40.00% | 15032 | 76.50 | 86.12 |
| GILD | Gilead Sciences | 0.10 | +107.00% | 22756 | 48.95 | 55.81 |
| MRO | Marathon Oil Corporation | 0.10 | +12.00% | 35580 | 33.78 | 35.00 |
| AMZN | Amazon | 0.10 | +32.00% | 4397 | 266.09 | 261.74 |
| OI | Owens-Illinois | 0.10 | +39.00% | 44211 | 26.62 | 27.44 |
| AKRX | Akorn | 0.10 | +73.00% | 87125 | 13.83 | 14.59 |
| Teleflex Inc note 3.875% 8/0 | 0.10 | -77.00% | 817000 | 1.44 | 0.00 | |
| Mylan Inc note 3.750% 9/1 | 0.10 | NEW | 507000 | 2.21 | 0.00 | |
| Molycorp Inc conv bnd | 0.10 | NEW | 1890000 | 0.61 | 0.00 | |
| Kraft Foods | 0.10 | NEW | 22815 | 51.59 | 0.00 | |
| CB | Chubb Corporation | 0.09 | 12308 | 87.67 | 88.02 | |
| CMS | CMS Energy Corporation | 0.09 | -24.00% | 35207 | 27.95 | 27.53 |
| POR | Portland General Electric Company | 0.09 | 33263 | 30.33 | 31.07 | |
| DFS | Discover Financial Services | 0.09 | NEW | 23848 | 44.83 | 47.68 |
| BMY | Bristol Myers Squibb | 0.09 | NEW | 24390 | 41.16 | 47.40 |
| KMB | Kimberly-Clark Corporation | 0.09 | 10500 | 98.00 | 103.51 | |
| ROST | Ross Stores | 0.09 | NEW | 17490 | 60.66 | 65.55 |
| ALL | Allstate Corporation | 0.09 | +28.00% | 21050 | 49.07 | 48.73 |
| M | Macy's | 0.09 | -47.00% | 24577 | 41.79 | 48.70 |
| MXIM | Maxim Integrated Products | 0.09 | NEW | 32070 | 32.65 | 29.83 |
| Accenture | 0.09 | NEW | 13570 | 75.98 | 0.00 | |
| ARCC | Ares Capital Corporation | 0.09 | +13.00% | 57464 | 18.12 | 17.89 |
| DTE | DTE Energy Company | 0.09 | +35.00% | 15139 | 68.43 | 68.27 |
| TER | Teradyne | 0.09 | NEW | 65760 | 16.23 | 17.05 |
| RYN | Rayonier | 0.09 | +31.00% | 17108 | 59.68 | 57.93 |
| L | Loews Corporation | 0.08 | 20000 | 44.05 | 45.95 | |
| TWX | Time Warner | 0.08 | 16126 | 57.61 | 59.81 | |
| Medtronic Inc note 1.625% 4/1 | 0.08 | -85.00% | 921000 | 1.00 | 0.00 | |
| COST | Costco Wholesale Corporation | 0.08 | 8887 | 106.00 | 114.39 | |
| DVN | Devon Energy Corporation | 0.08 | NEW | 15652 | 56.41 | 57.84 |
| HOLX | Hologic | 0.08 | NEW | 41200 | 22.60 | 20.16 |
| EMR | Emerson Electric | 0.08 | +26.00% | 16237 | 56.04 | 56.94 |
| NKE | NIKE | 0.08 | +25.00% | 14916 | 59.00 | 62.31 |
| PH | Parker-Hannifin Corporation | 0.08 | 9989 | 91.60 | 97.77 | |
| F | Ford Motor Company | 0.08 | -45.00% | 72880 | 13.14 | 14.79 |
| PEG | Public Service Enterprise | 0.08 | 25700 | 34.36 | 33.92 | |
| MET | MetLife | 0.08 | 24906 | 38.02 | 41.61 | |
| OHI | Omega Healthcare Investors | 0.08 | 28622 | 30.36 | 33.85 | |
| ALXN | Alexion Pharmaceuticals | 0.08 | +59.00% | 9797 | 92.17 | 99.17 |
| SM | SM Energy | 0.08 | -44.00% | 16402 | 59.26 | 61.09 |
| Cobalt Intl Energy | 0.08 | NEW | 30935 | 28.16 | 0.00 | |
| United Rentals Inc note 4.000%11/1 | 0.08 | NEW | 184000 | 4.96 | 0.00 | |
| Mosaic | 0.08 | -38.00% | 14970 | 59.52 | 0.00 | |
| Ellie Mae | 0.08 | NEW | 37310 | 24.04 | 0.00 | |
| Salesforce Com Inc note 0.750% 1/1 | 0.08 | NEW | 433000 | 2.10 | 0.00 | |
| Micron Technology Inc Mu Cvt 1 convert | 0.08 | -11.00% | 841000 | 1.06 | 0.00 | |
| American Tower Reit | 0.08 | -15.00% | 12079 | 76.99 | 0.00 | |
| Ensco Plc Shs Class A | 0.08 | NEW | 15420 | 60.12 | 0.00 | |
| Annaly Cap Mgmt Inc note 5.000% 5/1 | 0.08 | +1307.00% | 929000 | 1.03 | 0.00 | |
| Abbvie | 0.08 | NEW | 23667 | 40.77 | 0.00 | |
| Caci Intl Inc note 2.125% 5/0 | 0.07 | -77.00% | 705000 | 1.13 | 0.00 | |
| Gilead Sciences Inc note 0.625% 5/0 | 0.07 | -15.00% | 317000 | 2.57 | 0.00 | |
| Molina Healthcare Inc note 3.750%10/0 | 0.07 | NEW | 714000 | 1.18 | 0.00 | |
| Molson Coors Brewing Co note 2.500% 7/3 | 0.07 | -8.00% | 796000 | 1.03 | 0.00 | |
| USB | U.S. Ban | 0.07 | +31.00% | 22978 | 33.95 | 35.37 |
| ABT | Abbott Laboratories | 0.07 | 23667 | 35.24 | 37.76 | |
| PPG | PPG Industries | 0.07 | +7.00% | 5615 | 133.93 | 155.57 |
| TRV | Travelers Companies | 0.07 | 9877 | 84.13 | 82.94 | |
| UNP | Union Pacific Corporation | 0.07 | 5543 | 142.34 | 156.06 | |
| MS | Morgan Stanley | 0.07 | -48.00% | 38610 | 22.02 | 24.07 |
| CTL | CenturyLink | 0.07 | -31.00% | 22567 | 35.18 | 37.27 |
| HCN | Health Care REIT | 0.07 | 11689 | 67.93 | 74.04 | |
| PCLN | priceline.com Incorporated | 0.07 | -8.00% | 1155 | 687.45 | 801.67 |
| QCOR | Questcor Pharmaceuticals | 0.07 | NEW | 24890 | 32.54 | 34.29 |
| BMR | BioMed Realty Trust | 0.07 | 39715 | 21.60 | 22.20 | |
| BDN | Brandywine Realty Trust | 0.07 | 58060 | 14.85 | 14.92 | |
| Laboratory Corp Amer Hldgs debt | 0.07 | 655000 | 1.20 | 0.00 | ||
| Newmont Mining Corp note 1.250% 7/1 | 0.07 | 755000 | 1.12 | 0.00 | ||
| IVR | Invesco Mortgage Capital | 0.07 | NEW | 38118 | 21.43 | 19.42 |
| ARR | ARMOUR Residential REIT | 0.07 | +25.00% | 118515 | 6.53 | 5.55 |
| On Semiconductor Corp note 2.625%12/1 | 0.07 | -19.00% | 700000 | 1.13 | 0.00 | |
| Uthr 1 09/15/16 | 0.07 | NEW | 615000 | 1.37 | 0.00 | |
| GS | Goldman Sachs | 0.06 | 5040 | 147.22 | 158.72 | |
| MA | MasterCard Incorporated | 0.06 | +27.00% | 1355 | 541.70 | 570.79 |
| CAT | Caterpillar | 0.06 | -7.00% | 8068 | 86.76 | 86.21 |
| LLY | Eli Lilly & Co. | 0.06 | 13027 | 56.88 | 54.01 | |
| MCHP | Microchip Technology | 0.06 | 20255 | 36.78 | 36.06 | |
| MDT | Medtronic | 0.06 | NEW | 15620 | 46.99 | 51.26 |
| ENDP | Endo Pharmaceuticals | 0.06 | +5.00% | 21968 | 30.77 | 33.88 |
| CL | Colgate-Palmolive Company | 0.06 | 6148 | 118.09 | 61.17 | |
| EBAY | eBay | 0.06 | -20.00% | 12093 | 54.25 | 54.64 |
| AEP | American Electric Power Company | 0.06 | NEW | 15120 | 48.61 | 47.71 |
| Agilent Technologies Inc C ommon | 0.06 | NEW | 15720 | 41.98 | 0.00 | |
| Invesco Ltd shs | 0.06 | -32.00% | 25700 | 28.95 | 0.00 | |
| SNDK | SanDisk Corporation | 0.06 | -32.00% | 11993 | 54.95 | 57.00 |
| MDY | SPDR S&P; MidCap 400 ETF | 0.06 | 3130 | 209.58 | 215.20 | |
| Sanchez Energy Corp C ommon stocks | 0.06 | +9.00% | 34295 | 19.94 | 0.00 | |
| Sarepta Therapeutics | 0.06 | NEW | 20142 | 36.99 | 0.00 | |
| Dollar Finl Corp note 3.000% 4/0 | 0.05 | +5.00% | 525000 | 1.08 | 0.00 | |
| COP | ConocoPhillips | 0.05 | -68.00% | 8667 | 60.11 | 62.53 |
| Energy Xxi | 0.05 | NEW | 19248 | 27.22 | 0.00 | |
| Goldcorp Inc New note 2.000% 8/0 | 0.04 | -50.00% | 461000 | 1.04 | 0.00 | |
| MON | Monsanto Company | 0.04 | -44.00% | 4132 | 105.52 | 104.41 |
| BAX | Baxter International | 0.04 | NEW | 6249 | 72.49 | 71.51 |
| KBH | KB Home | 0.04 | NEW | 19955 | 21.75 | 23.11 |
| DOW | Dow Chemical Company | 0.04 | -42.00% | 12797 | 31.80 | 35.08 |
| EMN | Eastman Chemical Company | 0.04 | -30.00% | 6249 | 69.77 | 71.90 |
| HAL | Halliburton Company | 0.04 | -31.00% | 10380 | 40.37 | 43.02 |
| RDS.A | Royal Dutch Shell | 0.04 | NEW | 6550 | 65.04 | 0.00 |
| LOW | Lowe's Companies | 0.04 | 10817 | 38.09 | 42.28 | |
| MHO | M/I Homes | 0.04 | NEW | 17140 | 24.45 | 25.78 |
| GKK | Gramercy Capital | 0.04 | -27.00% | 86980 | 5.21 | 0.00 |
| DAN | Dana Holding Corporation | 0.04 | -44.00% | 25091 | 17.82 | 18.55 |
| Xilinx Inc sdcv 3.125% 3/1 | 0.04 | +27.00% | 302000 | 1.34 | 0.00 | |
| Nextera Energy | 0.03 | 4710 | 77.71 | 0.00 | ||
| LEAP | Leap Wireless International | 0.03 | +45.00% | 59730 | 5.89 | 5.82 |
| KSWS | K-Swiss | 0.03 | NEW | 73540 | 4.75 | 0.00 |
| AOI | Alliance One International | 0.03 | NEW | 90370 | 3.90 | 3.65 |
| OSTK | Overstock | 0.03 | NEW | 28490 | 12.36 | 25.23 |
| FSLR | First Solar | 0.03 | +7.00% | 12200 | 26.97 | 51.55 |
| NFLX | Netflix | 0.03 | -48.00% | 1900 | 189.47 | 224.97 |
| AHT | Ashford Hospitality Trust | 0.03 | NEW | 29040 | 12.36 | 13.30 |
| FCH | FelCor Lodging Trust Incorporated | 0.03 | -15.00% | 61510 | 5.97 | 6.15 |
| ANR | Alpha Natural Resources | 0.03 | NEW | 43152 | 8.20 | 7.04 |
| RAD | Rite Aid Corporation | 0.03 | -42.00% | 181950 | 1.90 | 2.87 |
| RAIL | FreightCar America | 0.03 | NEW | 16290 | 21.85 | 17.88 |
| BKS | Barnes & Noble | 0.03 | NEW | 20770 | 16.47 | 22.16 |
| FOE | Ferro Corporation | 0.03 | -46.00% | 52790 | 6.76 | 7.15 |
| IWM | iShares Russell 2000 Index | 0.03 | -56.00% | 3590 | 94.43 | 97.88 |
| DCTH | Delcath Systems | 0.03 | NEW | 202600 | 1.81 | 0.41 |
| POL | PolyOne Corporation | 0.03 | NEW | 13430 | 24.42 | 24.99 |
| VNDA | Vanda Pharmaceuticals | 0.03 | NEW | 92810 | 3.92 | 8.44 |
| AMSC | American Superconductor Corporation | 0.03 | +45.00% | 128520 | 2.67 | 2.68 |
| FORM | FormFactor | 0.03 | NEW | 69460 | 4.71 | 5.41 |
| X | United States Steel Corporation | 0.03 | +56.00% | 17370 | 19.52 | 18.44 |
| BAS | Basic Energy Services | 0.03 | NEW | 25090 | 13.67 | 13.69 |
| CKEC | Carmike Cinemas | 0.03 | NEW | 18480 | 18.13 | 17.65 |
| GDP | Goodrich Petroleum Corporation | 0.03 | NEW | 21598 | 15.65 | 12.91 |
| GY | Gen | 0.03 | NEW | 27830 | 13.30 | 13.74 |
| BONT | Bon-Ton Stores | 0.03 | +9.00% | 25380 | 13.00 | 21.53 |
| NAV | Navistar International Corporation | 0.03 | -40.00% | 9230 | 34.56 | 35.56 |
| ESC | Emeritus Corporation | 0.03 | -11.00% | 11810 | 27.77 | 25.03 |
| TSRX | Trius Therapeutics | 0.03 | NEW | 50910 | 6.84 | 7.91 |
| Zogenix | 0.03 | NEW | 187650 | 1.80 | 0.00 | |
| VELTI PLC ST Helier shs | 0.03 | NEW | 173530 | 1.99 | 0.00 | |
| Sunpower | 0.03 | NEW | 28900 | 11.52 | 0.00 | |
| XOMA CORP Common equity shares | 0.03 | NEW | 100460 | 3.49 | 0.00 | |
| AMG | Affiliated Managers | 0.02 | -45.00% | 1540 | 152.60 | 161.98 |
| RYL | Ryland | 0.02 | NEW | 5288 | 41.41 | 47.46 |
| DLR | Digital Realty Trust | 0.02 | -47.00% | 3380 | 66.86 | 63.03 |
| MBI | MBIA | 0.02 | NEW | 27830 | 10.28 | 14.63 |
| JBL | Jabil Circuit | 0.02 | NEW | 11275 | 18.45 | 19.25 |
| CBL | CBL & Associates Properties | 0.02 | NEW | 9450 | 23.49 | 25.20 |
| ELY | Callaway Golf Company | 0.01 | NEW | 13740 | 6.62 | 6.80 |
| Alza Corp sdcv 7/2 | 0.01 | 57000 | 1.12 | 0.00 | ||
| Dominion Res Inc Va New debt | 0.01 | 73000 | 1.68 | 0.00 | ||
| Lam Research Corp note 0.500% 5/1 | 0.01 | +56.00% | 152000 | 1.02 | 0.00 | |
| Biomarin Pharmaceutical Inc note 1.875% 4/2 | 0.00 | -16.00% | 15000 | 3.07 | 0.00 | |
| Sothebys note 3.125% 6/1 | 0.00 | -37.00% | 22000 | 1.14 | 0.00 | |
| Prospect Capital Corp note 6.250%12/1 | 0.00 | NEW | 31000 | 1.10 | 0.00 | |
| Apollo Invt Corp note 5.750% 1/1 | 0.00 | NEW | 32000 | 1.06 | 0.00 | |
| Rwt 4 5/8 04/15/18 | 0.00 | NEW | 24000 | 1.08 | 0.00 |
Past 13F-HR SEC Filings for SSI Investment Management
- SSI Investment Management 2012 Q4 - filed Feb. 8, 2013
- SSI Investment Management 2012 Q3 - filed Nov. 8, 2012
- SSI Investment Management 2012 Q2 - filed Aug. 8, 2012
- SSI Investment Management 2012 Q1 - filed May 9, 2012
- SSI Investment Management 2011 Q3 - filed Nov. 8, 2011
- SSI Investment Management 2011 Q2 - filed Aug. 11, 2011
- SSI Investment Management 2011 Q1 - filed May 11, 2011
- SSI Investment Management 2010 Q4 - filed Feb. 9, 2011